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Adaptive Risk Management
Adaptive Risk Management
Inscripción
ABIERTA
CONVOCATORIA
Fechas:
De 27/11/2020 a 02/12/2020
Lugar:
Online
Horario:
9:00 A.M. TO 12:00 P.M.
Duración:
6 hours.
Precio:
590 €
  • Presentación
  • Dirigido A
  • Objetivo
  • Temario
  • Ponentes

This seminar enables professional investors with practical tools to recognize, isolate and manage causal risk factors in a portfolio.

This seminar enables professional investors with practical tools to recognize, isolate and manage causal risk factors in a portfolio.

This seminar enables professional investors with practical tools to recognize, isolate and manage causal risk factors in a portfolio.

INTRODUCTION

Asset Allocation History – overview of asset allocation and risk management techniques.

A CRITICAL APPRAISAL OF TRADITIONAL RISK MANAGEMENT

  • Limitations of volatility-based risk measures
  • Consequences of correlation-based market analysis
  • VaR – Lessons learned
  • Market Timing & Tactical Asset Allocation

A new definition of risk is introduced, derived from third generation asset allocation.

  • What are risk factors?
  • How to isolate and analyze them?
  • How to invest in risk factors?
  • Difference between risk factor diversification and factor-based investing
  • Practical examples of risk factor diversification
 
  • Beyond volatility-based risk parameters
  • Risk VS Uncertainty
  • Correlation VS Causality
  • Quantitative VS Qualitative Risk Measures

How have pension funds, insurance companies and portfolio managers implemented Adaptive Risk Management techniques

  • Which lessons can be learned from them?
  • Limits of Adaptive Risk Management Techniques

APPLYING THE LEARNED LESSONS

Together with the participants, a case study is prepared interactively to apply the lessons learned throughout the day. Participants will brainstorm about how to use the new methods in their own job/company.

Mag. Dr. Markus Schuller, MBA, MScFE

Markus Schuller is the founder and managing partner of Panthera Solutions Sarl. He also serves as an adjunct professor and teaches such courses as “Risk Management & Applied Behavioral Finance,” “Investment Banking,” and “Asset Allocation & Applied Behavioral Finance” for the master in finance programs of the EDHEC Business School, IE Business School, and the International University of Monaco. Dr. Schuller has published articles in top academic journals and professional journals and holds keynotes at international investment conferences. He has 20 years of experience trading, structuring, and managing standard and alternative investment products. Prior to founding Panthera Solutions, Dr. Schuller worked in executive roles for a long/short equity hedge fund for which he developed the trading algorithm. He started his career as an equity trader, derivative trader, and macro analyst for various banks. Dr. Schuller earned an MBA and the MScFE designation.

 

 

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